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Global X Data Center REITs & Digital Infrastructur...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37954Y2366

CUSIP

37954Y236

Issuer

Global X

Inception Date

Oct 27, 2020

Region

Global (Broad)

Leveraged

1x

Index Tracked

Solactive Data Center REITs & Digital Infrastructure Index

Asset Class

Equity

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VPN vs. EQIX VPN vs. VT VPN vs. IGPT VPN vs. DLR VPN vs. SPY VPN vs. DTCR VPN vs. XLRE VPN vs. VOO VPN vs. o VPN vs. VNQ
Popular comparisons:
VPN vs. EQIX VPN vs. VT VPN vs. IGPT VPN vs. DLR VPN vs. SPY VPN vs. DTCR VPN vs. XLRE VPN vs. VOO VPN vs. o VPN vs. VNQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X Data Center REITs & Digital Infrastructure ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.55%
10.32%
VPN (Global X Data Center REITs & Digital Infrastructure ETF)
Benchmark (^GSPC)

Returns By Period

Global X Data Center REITs & Digital Infrastructure ETF had a return of 15.43% year-to-date (YTD) and 23.16% in the last 12 months.


VPN

YTD

15.43%

1M

-4.71%

6M

12.33%

1Y

23.16%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Monthly Returns

The table below presents the monthly returns of VPN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.12%5.82%1.37%-8.14%3.89%2.22%2.59%3.88%9.78%-3.01%15.43%
202310.42%-7.48%3.06%-1.22%-0.62%6.04%1.99%-2.24%-6.19%-2.52%15.56%2.98%18.93%
2022-11.45%-4.31%5.14%-5.62%1.33%-5.67%4.69%-5.61%-16.06%-3.46%13.37%-5.27%-30.89%
20211.03%-1.84%1.17%6.21%-1.13%5.42%0.73%2.88%-6.21%3.76%2.59%4.32%19.85%
2020-3.56%4.21%3.88%4.39%

Expense Ratio

VPN features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for VPN: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VPN is 42, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VPN is 4242
Combined Rank
The Sharpe Ratio Rank of VPN is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VPN is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VPN is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VPN is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VPN is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X Data Center REITs & Digital Infrastructure ETF (VPN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VPN, currently valued at 1.33, compared to the broader market0.002.004.001.332.51
The chart of Sortino ratio for VPN, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.0010.001.973.36
The chart of Omega ratio for VPN, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.47
The chart of Calmar ratio for VPN, currently valued at 1.02, compared to the broader market0.005.0010.0015.001.023.62
The chart of Martin ratio for VPN, currently valued at 4.87, compared to the broader market0.0020.0040.0060.0080.00100.004.8716.12
VPN
^GSPC

The current Global X Data Center REITs & Digital Infrastructure ETF Sharpe ratio is 1.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X Data Center REITs & Digital Infrastructure ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.33
2.48
VPN (Global X Data Center REITs & Digital Infrastructure ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Data Center REITs & Digital Infrastructure ETF provided a 1.22% dividend yield over the last twelve months, with an annual payout of $0.20 per share.


0.50%1.00%1.50%2.00%2.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.20$0.17$0.32$0.16$0.05

Dividend yield

1.22%1.18%2.57%0.85%0.30%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Data Center REITs & Digital Infrastructure ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.11
2023$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.10$0.17
2022$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.25$0.32
2021$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.09$0.16
2020$0.05$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.46%
-2.18%
VPN (Global X Data Center REITs & Digital Infrastructure ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Data Center REITs & Digital Infrastructure ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X Data Center REITs & Digital Infrastructure ETF was 39.01%, occurring on Oct 14, 2022. Recovery took 511 trading sessions.

The current Global X Data Center REITs & Digital Infrastructure ETF drawdown is 5.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.01%Dec 29, 2021201Oct 14, 2022511Oct 28, 2024712
-12.86%Feb 3, 202121Mar 4, 202135Apr 23, 202156
-12.06%Sep 7, 202125Oct 11, 202154Dec 28, 202179
-6.65%Apr 29, 202110May 12, 202114Jun 2, 202124
-5.46%Oct 29, 202414Nov 15, 2024

Volatility

Volatility Chart

The current Global X Data Center REITs & Digital Infrastructure ETF volatility is 5.84%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.84%
4.06%
VPN (Global X Data Center REITs & Digital Infrastructure ETF)
Benchmark (^GSPC)